A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (Q5219305)
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scientific article; zbMATH DE number 7179331
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time |
scientific article; zbMATH DE number 7179331 |
Statements
A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (English)
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11 March 2020
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time consistency
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update rule
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dynamic LM-measure
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dynamic risk measure
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dynamic acceptability index
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dynamic performance measure
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